Shimmers

I gather the shimmer (I think it's called) involves moving quickly between two split notes - Joe Filisko does an example in his interview. My questions are: which holes are common ones to shimmer and over which chord, and is there a training method you use to build up the shimmer?

This is commonly done over four holes... though Sonny Terry did it over three to nice affect. This is commonly used in place of an octave (so holes 4 and above). The main thing is to use a light touch (so your tongue does not drag). Some players, like me and Mark Hummel for example, find this very hard (possibly genetic)... and even though we've tried for years, the on-and-off type (called a flutter... see "Gary's Blues") is what we use. Players who use this (over the flutter) are Little Walter, KIm Wilson, Joe Filisko and Dennis Gruenling. Almost everyone else (Rod Piazza for example) use the flutter.